Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 19, issue 8, 1995

Modelling mean reversion of asset prices towards their fundamental value pp. 1327-1340

Raymond Chiang, Peter Liu and John Okunev

Short interest and the asymmetry of the price-volume relationship in the Canadian stock market pp. 1341-1358

T. Assogbavi, N. Khoury and P. Yourougou

The duration vector: A continuous-time extension to default-free interest rate contingent claims pp. 1359-1366

Sanjay Nawalkha

Debt and market incompleteness pp. 1379-1400

Ehud I. Ronn and Lemma W. Senbet

Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund pp. 1401-1418

Ramon Degennaro and James Thomson

Loan covenants and corporate debt policy under bank regulations pp. 1419-1436

Andrew H. Chen, Mao-Wei Hung and Sumon C. Mazumdar

Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange pp. 1437-1458

Mario Levis and Dylan C. Thomas

Measuring the true profile of taxpayer losses in the S & L insurance mess pp. 1459-1477

Edward Kane and Min-Teh Yu

A note on the spread between the rates of fixed and variable rate loans pp. 1479-1487

Chang Eric C., Moon-Whoan Rhee and Kit Pong Wong

Volume 19, issue 7, 1995

Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990 pp. 1135-1157

Neil Esho and Ian G. Sharpe

Risk-based capital requirements and bank portfolio risk pp. 1159-1173

Øystein Gjerde and Kristian Semmen

Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities pp. 1175-1189

Julapa Jagtiani, Alli Nathan and Gordon Sick

Economic news and equity market linkages between the U.S. and U.K pp. 1191-1210

Kent G. Becker, Joseph E. Finnerty and Joseph Friedman

The wealth effects of deregulation of Canadian financial institutions pp. 1211-1236

Ben Amoako-Adu and Brian F. Smith

International diversification through closed-end country funds pp. 1237-1263

Eric Chang, Cheol S. Eun and Richard Kolodny

Day-of-the-week effects in federal funds rates: Further empirical findings pp. 1265-1284

Mark D. Griffiths and Drew B. Winters

Overinvestment, Tobin's q and gains from foreign acquisitions pp. 1285-1303

John Doukas

A note on an equilibrium debt option pricing model in discrete time pp. 1305-1307

Roswell Mathis

A note on Euroyen and domestic yen interest rates pp. 1309-1321

Wai-Chung Lo, Hung-Gay Fung and Joel Morse

Volume 19, issue 6, 1995

Forecasting losses on a liquidating long-term loan portfolio pp. 959-985

L. Douglas Smith and Edward C. Lawrence

Data frequency and the number of factors in stock returns pp. 987-1003

Roger D. Huang and Hoje Jo

Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q pp. 1005-1023

Steven B. Perfect, David R. Peterson and Pamela P. Peterson

Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts pp. 1025-1046

H. Chung Kee, Thomas McInish, Robert A. Wood and Donald J. Wyhowski

Another look on bond market seasonality: a note pp. 1047-1054

C. Chan Kam and K. Wu H.

Tests for tax-clientele and tax-option effects in U.S. treasury bonds pp. 1055-1072

Michael C. Ehrhardt, James V. Jordan and Eliezer Z. Prisman

Separating the likelihood and timing of bank failure pp. 1073-1089

Rebel Cole and Jeffery W. Gunther

Deposit insurance and bank interest rate risk: Pricing and regulatory implications pp. 1091-1108

Duan Jin-Chuan, Arthur F. Moreau and C. W. Sealey

Forbearance, deposit insurance pricing, and incentive compatible bank regulation pp. 1109-1130

Sabitha Nagarajan and C. W. Sealey

Volume 19, issue 5, 1995

When does the prime rate change? pp. 743-764

Loretta Mester and Anthony Saunders

Discrete exchange rate hedging strategies pp. 765-784

R. A. Brealey and E. C. Kaplanis

Conditional volatility and the informational efficiency of the PHLX currency options market pp. 803-821

Xinzhong Xu and Stephen J. Taylor

Wealth effects of foreign expansion by U.S. banks pp. 823-842

Amjad Waheed and Ike Mathur

Seasonalities and intraday return patterns in the foreign currency futures market pp. 843-869

Marcia Millon Cornett, Thomas V. Schwarz and Andrew C. Szakmary

Optimal portfolio selection under institutional procedures for short selling pp. 871-889

Clarence C. Y. Kwan

A note on the effects of contract adjustments on the prices of put and call options pp. 937-948

Robert L. Brown, Stephen A. Easton and Paul A. Lalor

A note on GARCH predictable variances and stock market efficiency pp. 949-953

Walter S. A. Schwaiger

Volume 19, issue 3-4, 1995

The role of capital in financial institutions pp. 393-430

Allen Berger, Richard J. Herring and Giorgio P. Szego

Three paradigms for the role of capitalization requirements in insured financial institutions pp. 431-459

Edward Kane

Financial innovation and the management and regulation of financial institutions pp. 461-481

Robert Merton

Do the M & M propositions apply to banks? pp. 483-489

Merton Miller

The implementation of prompt corrective action: An assessment pp. 491-510

David S. Jones and Kathleen Kuester King

Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance pp. 511-527

John Cummins, Scott E. Harrington and Robert Klein

Comment on Jones and King and Cummins et al pp. 529-530

Robert Eisenbeis

A market evaluation of the risk-based capital standards for the U.S. financial system pp. 531-562

Lawrence R. Cordell and Kathleen Kuester King

Bank holding company capital targets in the early 1990s: The regulators versus the markets pp. 563-574

Larry Wall and David R. Peterson

Discussant's comments on Wall and Peterson, and Cordell and King pp. 575-576

Anthony M. Santomero

Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows pp. 577-605

Mary E. Barth, Wayne R. Landsman and James M. Wahlen

Partial market value accounting, bank capital volatility, and bank risk pp. 607-622

Mark Carey

Discussion of Carey and Barth, Landsman, and Wahlen pp. 623-625

Anne Beatty

Loan sales as a response to market-based capital constraints pp. 627-646

Charles Carlstrom and Katherine A. Samolyk

The effect of bank capital requirements on bank off-balance sheet financial innovations pp. 647-658

Julapa Jagtiani, Anthony Saunders and Gregory Udell

Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell pp. 659-660

George S. Oldfield

Bank capital shocks: Dynamic effects on securities, loans, and capital pp. 661-677

Diana Hancock, Andrew J. Laing and James A. Wilcox

Bank regulation and the credit crunch pp. 679-692

Joe Peek and Eric Rosengren

Capital requirements, loan renegotiation and the borrower's choice of financing source pp. 693-711

Anjan Thakor and Patricia Furlong Wilson

Comment on Hancock, Laing and Wilcox and Peek and Rosengren pp. 713-715

Robert B. Avery

Comment on Thakor and Wilson pp. 717-718

Franklin Allen

FDICIA and bank capital pp. 721-722

George G. Kaufman

Implementing FDICIA's mandatory closure rule pp. 723-725

Gillian Garcia

Risk-based capital in the European economic community pp. 727-729

Giorgio P. Szego

An analysis of inefficiencies in banking pp. 733-734

Simon Kwan and Robert Eisenbeis

Perspectives on bank capital regulation and managerial compensation pp. 735-737

Kose John, Anthony Saunders and Lemma W. Senbet

Volume 19, issue 2, 1995

Equity financing and corporate convertible bond policy pp. 187-206

P. Jalan and G. Barone-Adesi

Parameter uncertainty and the rational expectations model of the term structure pp. 207-223

Louis H. Ederington and Chao-Hsi Huang

Prompt corrective action and bank efforts to recover from undercapitalization pp. 225-243

Drew Dahl and Michael F. Spivey

Pension plan terminations, excess asset reversions and securityholder wealth pp. 245-259

Sudip Datta, Mai E. Iskandar-Datta and Edward J. Zychowicz

A market evaluation of FDIC assisted transactions pp. 261-279

Bruce Cochran, Lawrence Rose and Donald R. Fraser

Banker judgement versus formal forecasting models: The case of country risk assessment pp. 281-297

R. A. Somerville and R. J. Taffler

The impact of default risk on the prices of options and other derivative securities pp. 299-322

John Hull and Alan White

Bids and asks in disequilibrium market microstructure: The case of IBM pp. 323-345

Frederick H. deB. Harris, Thomas McInish and Ranjan R. Chakravarty

Disclosure environment and listing on foreign stock exchanges pp. 347-362

C. Sherman Cheung and Jason Lee

Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium pp. 363-386

Klaas Knot and Jakob de Haan

Volume 19, issue 1, 1995

On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs pp. 11-44

P. Sercu and C. Van Hulle

Financial ratio proportionality and inter-temporal stability: An empirical analysis pp. 45-60

P. S. Sudarsanam and R. J. Taffler

The optimal pricing of exports invoiced in different currencies pp. 61-77

Pekka Ahtiala and Yair E. Orgler

Discount rate changes and security returns in the U.S., 1962-1991 pp. 79-95

Gerald R. Jensen and Robert R. Johnson

Corporate partial acquisitions, total firm valuation and the effect of financing method pp. 97-115

Sudip Datta and Mai E. Iskandar-Datta

Should bond funds be added to M2? pp. 131-152

John Duca

Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model pp. 153-164

Sanjay Nawalkha

Savings and loan ownership structure and expense-preference pp. 165-170

Itzhak Krinsky and Hugh Thomas

Savings savings and loan ownership structure and expense-preference: Reply pp. 171-172

Srinivas R. Akella and Stuart I. Greenbaum